| Metric | 11386910:btcusd:triple_med_gx:lsma90_85 | 11386910:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | 0.51% | 61.52% |
| Max Drawdown | -2.58% | -29.51% |
| Sharpe | 0.1 | 0.59 |
| Sortino | 0.15 | 0.86 |
| Payoff Ratio | 1.15 | 1.56 |
| Profit Factor | 1.12 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.53 | 0.89 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 560.3 | 2.14 |
| Outlier Loss Ratio | 5.22 | 2.07 |
| Volatility (ann.) | 1.3% | 25.2% |
| R^2 | 0.0 | 0.0 |
| Calmar | 0.19 | 2.02 |
| Skew | -0.51 | 0.21 |
| Kurtosis | 206.2 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.04% | 3.76% |
| Expected Yearly % | 0.25% | 27.09% |
| Kelly Criterion | -10.54% | 21.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.11% | -2.13% |
| Expected Shortfall (cVaR) | -0.11% | -2.13% |
| Year | 11386910:BTCUSD | 11386910:btcusd:triple_med_gx:lsma90_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.64 | -0.02 | - |
| 2025 | 17.02 | 1.16 | 0.07 | - |
| Metric | 11386910:btcusd:triple_med_gx:lsma90_85 | 11386910:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.16% | 31.76% |
| 6M | 1.16% | 12.25% |
| YTD | 1.16% | 17.02% |
| 1Y | 0.51% | 57.19% |
| 3Y (ann.) | 0.49% | 59.47% |
| 5Y (ann.) | 0.49% | 59.47% |
| Metric | 11386910:btcusd:triple_med_gx:lsma90_85 | 11386910:BTCUSD |
|---|---|---|
| Max Drawdown | -2.58% | -29.51% |
| Longest DD Days | 233.0 | 144.0 |
| Avg. Drawdown | -0.93% | -4.82% |
| Avg. Drawdown Days | 65.0 | 14.0 |
| Recovery Factor | 0.2 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-21 | 2025-06-11 | -2.58 | 233 |
| 2024-08-23 | 2024-09-19 | -0.77 | 26 |
| 2024-07-14 | 2024-07-14 | -0.18 | 0 |
| 2024-10-20 | 2024-10-20 | -0.18 | 0 |
| Metric | 11386910:btcusd:triple_med_gx:lsma90_85 | 11386910:BTCUSD |
|---|---|---|
| Best Day | 1.11% | 9.33% |
| Worst Day | -1.23% | -9.32% |
| Best Week | 0.95% | 18.93% |
| Worst Week | -1.91% | -12.33% |
| Best Month | 0.95% | 37.42% |
| Worst Month | -1.91% | -17.69% |
| Best Year | 1.16% | 38.02% |
| Worst Year | -0.64% | 17.02% |
| Avg. Up Day | 0.56% | 0.64% |
| Avg. Down Day | -0.49% | -0.41% |
| Avg. Up Week | 0.61% | 4.94% |
| Avg. Down Week | -1.16% | -5.24% |
| Avg. Up Month | 0.58% | 8.92% |
| Avg. Down Month | -0.59% | -8.73% |
| Win Days % | 40.91% | 51.9% |
| Win Month % | 71.43% | 61.54% |
| Win Week % | 62.5% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |